通貨ペア | USDJPY (US Dollar vs Japanese Yen) | ||||
期間 | 5分足(M5) 2010.04.01 00:00 - 2010.04.23 23:55 (2010.04.01 - 2010.04.25) | ||||
モデル | Every tick (the most precise method based on all available least timeframes) | ||||
パラメーター | Lots=0.1; SlipPage=3; Stop=20; Limit=60; TrailingStop=15; TimeSet=7; Entry_Time=1970.01.01 00:00; Time_Back=45; Time_Period=600; Width=10; MAGICNUM=777; | ||||
Bars in test | 5859 | Ticks modelled | 113436 | Modelling quality | 90.00% |
Mismatched charts errors | 11 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 46.77 | Gross profit | 46.77 | Gross loss | 0.00 |
Profit factor | Expected payoff | 46.77 | |||
Absolute drawdown | 4.27 | Maximal drawdown | 15.85 (0.16%) | Relative drawdown | 0.16% (15.85) |
Total trades | 1 | Short positions (won %) | 0 (0.00%) | Long positions (won %) | 1 (100.00%) |
Profit trades (% of total) | 1 (100.00%) | Loss trades (% of total) | 0 (0.00%) | ||
Largest | profit trade | 46.77 | loss trade | 0.00 | |
Average | profit trade | 46.77 | loss trade | 0.00 | |
Maximum | consecutive wins (profit in money) | 1 (46.77) | consecutive losses (loss in money) | 0 (0.00) | |
Maximal | consecutive profit (count of wins) | 46.77 (1) | consecutive loss (count of losses) | 0.00 (0) | |
Average | consecutive wins | 1 | consecutive losses | 0 |
# | 時間 | 取引種別 | 注文番号 | 数量 | Price | S/L:決済逆指値 | T/P:決済指値 | 損益 | Balance |
1 | 2010.04.23 14:29 | buy stop | 1 | 0.10 | 93.63 | 93.43 | 94.23 | ||
2 | 2010.04.23 14:29 | sell stop | 2 | 0.10 | 93.40 | 93.60 | 92.80 | ||
3 | 2010.04.23 14:33 | buy | 1 | 0.10 | 93.63 | 93.43 | 94.23 | ||
4 | 2010.04.23 14:33 | delete | 2 | 0.10 | 93.40 | 93.60 | 92.80 | ||
5 | 2010.04.23 14:39 | modify | 1 | 0.10 | 93.63 | 93.63 | 94.23 | ||
6 | 2010.04.23 14:40 | modify | 1 | 0.10 | 93.63 | 93.66 | 94.23 | ||
7 | 2010.04.23 14:40 | modify | 1 | 0.10 | 93.63 | 93.67 | 94.23 | ||
8 | 2010.04.23 14:40 | modify | 1 | 0.10 | 93.63 | 93.68 | 94.23 | ||
9 | 2010.04.23 14:40 | modify | 1 | 0.10 | 93.63 | 93.70 | 94.23 | ||
10 | 2010.04.23 14:42 | modify | 1 | 0.10 | 93.63 | 93.72 | 94.23 | ||
11 | 2010.04.23 14:46 | modify | 1 | 0.10 | 93.63 | 93.73 | 94.23 | ||
12 | 2010.04.23 14:46 | modify | 1 | 0.10 | 93.63 | 93.74 | 94.23 | ||
13 | 2010.04.23 15:12 | modify | 1 | 0.10 | 93.63 | 93.75 | 94.23 | ||
14 | 2010.04.23 15:12 | modify | 1 | 0.10 | 93.63 | 93.76 | 94.23 | ||
15 | 2010.04.23 15:12 | modify | 1 | 0.10 | 93.63 | 93.78 | 94.23 | ||
16 | 2010.04.23 15:14 | modify | 1 | 0.10 | 93.63 | 93.79 | 94.23 | ||
17 | 2010.04.23 15:14 | modify | 1 | 0.10 | 93.63 | 93.80 | 94.23 | ||
18 | 2010.04.23 15:14 | modify | 1 | 0.10 | 93.63 | 93.81 | 94.23 | ||
19 | 2010.04.23 15:15 | modify | 1 | 0.10 | 93.63 | 93.82 | 94.23 | ||
20 | 2010.04.23 15:15 | modify | 1 | 0.10 | 93.63 | 93.83 | 94.23 | ||
21 | 2010.04.23 15:20 | modify | 1 | 0.10 | 93.63 | 93.84 | 94.23 | ||
22 | 2010.04.23 15:21 | modify | 1 | 0.10 | 93.63 | 93.85 | 94.23 | ||
23 | 2010.04.23 15:22 | modify | 1 | 0.10 | 93.63 | 93.86 | 94.23 | ||
24 | 2010.04.23 15:22 | modify | 1 | 0.10 | 93.63 | 93.88 | 94.23 | ||
25 | 2010.04.23 15:22 | modify | 1 | 0.10 | 93.63 | 93.90 | 94.23 | ||
26 | 2010.04.23 15:22 | modify | 1 | 0.10 | 93.63 | 93.92 | 94.23 | ||
27 | 2010.04.23 15:22 | modify | 1 | 0.10 | 93.63 | 93.93 | 94.23 | ||
28 | 2010.04.23 15:22 | modify | 1 | 0.10 | 93.63 | 93.94 | 94.23 | ||
29 | 2010.04.23 15:22 | modify | 1 | 0.10 | 93.63 | 93.95 | 94.23 | ||
30 | 2010.04.23 15:23 | modify | 1 | 0.10 | 93.63 | 93.96 | 94.23 | ||
31 | 2010.04.23 15:23 | modify | 1 | 0.10 | 93.63 | 93.97 | 94.23 | ||
32 | 2010.04.23 15:30 | modify | 1 | 0.10 | 93.63 | 93.98 | 94.23 | ||
33 | 2010.04.23 15:30 | modify | 1 | 0.10 | 93.63 | 94.00 | 94.23 | ||
34 | 2010.04.23 15:30 | modify | 1 | 0.10 | 93.63 | 94.02 | 94.23 | ||
35 | 2010.04.23 15:31 | modify | 1 | 0.10 | 93.63 | 94.04 | 94.23 | ||
36 | 2010.04.23 15:31 | modify | 1 | 0.10 | 93.63 | 94.05 | 94.23 | ||
37 | 2010.04.23 15:31 | modify | 1 | 0.10 | 93.63 | 94.07 | 94.23 | ||
38 | 2010.04.23 15:35 | s/l | 1 | 0.10 | 94.07 | 94.07 | 94.23 | 46.77 | 10046.77 |